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Journal of Financial Economics Vol. 7 No. 4 1979

A note on an analytical valuation formula for unprotected American call options on stocks with known dividends

Robert Geske

University of California, Los Angeles

Abstract

This note provides simple analytic formulas for the value of an American call option on a stock with known dividends.

DOI
10.1016/0304-405x(79)90004-7
Volume
7
Issue
4
Pages
375-380
Language
en
Sources
bibtex:phds-export.bib openalex crossref

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